Related papers: Explicit Numerical Methods for High Dimensional St…
In this paper, we present the Stroboscopic Averaging Method (SAM), recently introduced in [7,8,10,12], which aims at numerically solving highly-oscillatory differential equations. More specifically, we first apply SAM to the Schr\"odinger…
We propose a class of numerical methods for the nonlinear Schr\"odinger (NLS) equation that conserves mass and energy, is of arbitrarily high-order accuracy in space and time, and requires only the solution of a scalar algebraic equation…
Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…
Numerical solving the Schr\"odinger equation with incommensurate potentials presents a great challenge since its solutions could be space-filling quasiperiodic structures without translational symmetry nor decay. In this paper, we propose…
We present several methods, which utilize symplectic integration techniques based on two and three part operator splitting, for numerically solving the equations of motion of the disordered, discrete nonlinear Schr\"odinger (DDNLS)…
The numerical approximation of low-regularity solutions to the nonlinear Schr\"odinger equation is notoriously difficult and even more so if structure-preserving schemes are sought. Recent works have been successful in establishing…
Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…
This article is devoted to the analysis of the convergence rates of several nu- merical approximation schemes for linear and nonlinear Schr\"odinger equations on the real line. Recently, the authors have introduced viscous and two-grid…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
We propose and rigorously analyze a novel family of explicit low-regularity exponential integrators for the nonlinear Schr\"odinger (NLS) equation, based on a time-relaxation framework. The methods combine a resonance-based scheme for the…
A new integrable discrete system is constructed and studied, based on the algebraization of the difference operator. The model is named the discrete generalized nonlinear Schrodinger (GNLS) equation for which can be reduced to classical…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
The filtered Lie splitting scheme is an established method for the numerical integration of the periodic nonlinear Schr\"{o}dinger equation at low regularity. Its temporal convergence was recently analyzed in a framework of discrete…
The logarithmic Schr\"odinger equation (LogSE) has a logarithmic nonlinearity $f(u)=u\ln |u|^2$ that is not differentiable at $u=0.$ Compared with its counterpart with a regular nonlinear term, it possesses richer and unusual dynamics,…
We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…
Linearized numerical stability bounds for solving the nonlinear time-dependent Schr\"odinger equation (NLSE) using explicit finite-differencing are shown. The bounds are computed for the fourth-order Runge-Kutta scheme in time and both…
From the mathematical side, nonlinear Schr\"odinger equations are usually investigated via variational methods, that cease to work in higher dimensions. This thesis tries to overcome this problem by focusing on spherically symmetric…
In this paper, a linearized semi-implicit finite difference scheme is proposed for solving the two-dimensional (2D) space fractional nonlinear Schr\"{o}dinger equation (SFNSE).The scheme has the property of mass and energy conservation on…
A nonlinear Schr\"odinger equation (NLS) on a periodic box can be discretized as a discrete nonlinear Schr\"odinger equation (DNLS) on a periodic cubic lattice, which is a system of finitely many ordinary differential equations. We show…
In this work, we present a general technique for establishing the strong convergence of numerical methods for stochastic delay differential equations (SDDEs) in the infinite horizon. This technique can also be extended to analyze certain…